+9.0%
MSFT vs CMI
+10.9%
-1.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -5.8% | +12.4% | +6.2% |
| 7D | +4.7% | -11.2% | +15.9% | +3.9% |
| 30D | +5.8% | -9.8% | +15.7% | +5.2% |
| 3M | +13.0% | -25.5% | +38.5% | +10.8% |
| 6M | +34.9% | -27.7% | +62.6% | +30.5% |
| YTD | +15.7% | -6.6% | +22.3% | +13.5% |
| 1Y | +9.0% | +11.7% | -2.7% | +9.4% |
| All | +9.0% | +10.9% | -1.9% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling